Using the data in the following table, and the fact that the correlation of A and B is 0.27, calculate the volatility (standard deviation) of a portfolio that is 80% invested in stock A and 20% invested in stock B Realized Returns Year Stock A Stock B 2008 -6% 30% 2009 19% 31% 2010 2% 14% 2011 -2% -3% 2012 5% - 13% 26% 2013 8% The standard deviation of the portfolio is% (Round to two decimal places.)